Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (Q4911972): Difference between revisions
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Revision as of 04:05, 11 February 2024
scientific article; zbMATH DE number 6147331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence |
scientific article; zbMATH DE number 6147331 |
Statements
Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence (English)
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20 March 2013
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bias-correction
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multivariate extremes
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second-order condition
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